+65.2%
EFA vs P
+197.6%
-132.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | +2.2% | +11.6% | -9.4% | +1.3% |
| 30D | +1.4% | -23.7% | +25.1% | +3.4% |
| 3M | -4.2% | -8.0% | +3.8% | -4.2% |
| 6M | +1.9% | +27.9% | -26.0% | -1.8% |
| YTD | +10.2% | +61.2% | -51.0% | +3.4% |
| 1Y | +12.8% | +28.6% | -15.8% | +7.2% |
| 3Y | +65.2% | +200.5% | -135.3% | +42.1% |
| All | +65.2% | +197.6% | -132.4% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling